My language is neither pre-defined nor available for download. Can I define the Collation myself?

Of course, let us define a collation for Sango (with orthography from http://www.rosettaproject.org):

SQL>CREATE COLLATION sango FROM eor USING
SQL>'&G<gb<<<Gb<<<GB' SQL>'&K<kp<<<Kp<<<KP' SQL>'&M<mb<<<Mb<<<MB<mv<<<Mv<<<MV' SQL>'&N<nd<<<Nd<<<ND<ng<<<Ng<<<NG<ngb<<<Ngb<<<NGB' SQL>'<ny<<<Ny<<<NY<nz<<<Nz<<<NZ';